Reporting on different objects in the same report

We have Accounts with different related objects, some are standard (e.g. 'Contacts' and 'Campaign members') and others are custom (e.g. 'Industry' and 'Enterprise'). The custom objects have a lookup to Contacts, but not each custom record has a contact associated to it.

One team wants to be able to run one report showing all involvement with their accounts, so a list of all the contacts against the account, and whether the account has Industry or Enterprise records or any campaign members.  Am I right in thinking that this sort of reporting is not possible out of the box?  Running each object one at a time is easy, and if each related record had a contact record associated, it might be simpler, but this isn't the case.